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SC02.DE vs. ZPDF.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SC02.DE vs. ZPDF.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco European Financials Sector UCITS ETF (SC02.DE) and SPDR S&P US Financials Select Sector UCITS ETF (ZPDF.DE). The values are adjusted to include any dividend payments, if applicable.

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SC02.DE vs. ZPDF.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SC02.DE
Invesco European Financials Sector UCITS ETF
-3.96%9.93%19.25%27.60%-20.74%24.60%6.09%46.54%-14.49%18.89%
ZPDF.DE
SPDR S&P US Financials Select Sector UCITS ETF
-8.61%3.01%37.12%8.46%-6.12%48.31%-12.18%35.27%-10.30%7.53%

Returns By Period

In the year-to-date period, SC02.DE achieves a -3.96% return, which is significantly higher than ZPDF.DE's -8.61% return. Over the past 10 years, SC02.DE has underperformed ZPDF.DE with an annualized return of 10.12%, while ZPDF.DE has yielded a comparatively higher 11.95% annualized return.


SC02.DE

1D
2.57%
1M
-2.23%
YTD
-3.96%
6M
0.16%
1Y
-0.26%
3Y*
15.06%
5Y*
8.11%
10Y*
10.12%

ZPDF.DE

1D
1.16%
1M
-1.78%
YTD
-8.61%
6M
-5.71%
1Y
-5.86%
3Y*
14.77%
5Y*
9.56%
10Y*
11.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SC02.DE vs. ZPDF.DE - Expense Ratio Comparison

SC02.DE has a 0.20% expense ratio, which is higher than ZPDF.DE's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

SC02.DE vs. ZPDF.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SC02.DE
SC02.DE Risk / Return Rank: 1111
Overall Rank
SC02.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
SC02.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
SC02.DE Omega Ratio Rank: 1111
Omega Ratio Rank
SC02.DE Calmar Ratio Rank: 1212
Calmar Ratio Rank
SC02.DE Martin Ratio Rank: 1111
Martin Ratio Rank

ZPDF.DE
ZPDF.DE Risk / Return Rank: 55
Overall Rank
ZPDF.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
ZPDF.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
ZPDF.DE Omega Ratio Rank: 66
Omega Ratio Rank
ZPDF.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
ZPDF.DE Martin Ratio Rank: 22
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SC02.DE vs. ZPDF.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco European Financials Sector UCITS ETF (SC02.DE) and SPDR S&P US Financials Select Sector UCITS ETF (ZPDF.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


SC02.DEZPDF.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.01

-0.30

+0.29

Sortino ratio

Return per unit of downside risk

0.11

-0.28

+0.39

Omega ratio

Gain probability vs. loss probability

1.02

0.96

+0.05

Calmar ratio

Return relative to maximum drawdown

-0.00

-0.47

+0.47

Martin ratio

Return relative to average drawdown

-0.00

-1.23

+1.23

SC02.DE vs. ZPDF.DE - Sharpe Ratio Comparison

The current SC02.DE Sharpe Ratio is -0.01, which is higher than the ZPDF.DE Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of SC02.DE and ZPDF.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SC02.DEZPDF.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.01

-0.30

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.52

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.58

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.46

+0.08

Correlation

The correlation between SC02.DE and ZPDF.DE is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SC02.DE vs. ZPDF.DE - Dividend Comparison

Neither SC02.DE nor ZPDF.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SC02.DE vs. ZPDF.DE - Drawdown Comparison

The maximum SC02.DE drawdown since its inception was -42.86%, roughly equal to the maximum ZPDF.DE drawdown of -42.38%. Use the drawdown chart below to compare losses from any high point for SC02.DE and ZPDF.DE.


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Drawdown Indicators


SC02.DEZPDF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-42.86%

-42.38%

-0.48%

Max Drawdown (1Y)

Largest decline over 1 year

-14.32%

-14.75%

+0.43%

Max Drawdown (5Y)

Largest decline over 5 years

-29.68%

-21.67%

-8.01%

Max Drawdown (10Y)

Largest decline over 10 years

-42.86%

-42.38%

-0.48%

Current Drawdown

Current decline from peak

-7.05%

-13.61%

+6.56%

Average Drawdown

Average peak-to-trough decline

-8.12%

-7.71%

-0.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.58%

4.86%

-0.28%

Volatility

SC02.DE vs. ZPDF.DE - Volatility Comparison

Invesco European Financials Sector UCITS ETF (SC02.DE) has a higher volatility of 6.65% compared to SPDR S&P US Financials Select Sector UCITS ETF (ZPDF.DE) at 4.46%. This indicates that SC02.DE's price experiences larger fluctuations and is considered to be riskier than ZPDF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SC02.DEZPDF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.65%

4.46%

+2.19%

Volatility (6M)

Calculated over the trailing 6-month period

12.11%

10.78%

+1.33%

Volatility (1Y)

Calculated over the trailing 1-year period

19.27%

19.55%

-0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.02%

18.29%

+0.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.69%

21.38%

-0.69%